Class: IshManager::IroOptionGetsController

Inherits:
ApplicationController show all
Defined in:
app/controllers/ish_manager/iro_option_gets_controller.rb

Instance Method Summary collapse

Methods inherited from ApplicationController

#basic_auth, #home, #tinymce

Instance Method Details

#create ⇒ Object

before_action :set_lists



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# File 'app/controllers/ish_manager/iro_option_gets_controller.rb', line 6

def create
  @item = Iro::OptionGet.new params[:iro_option_get].permit!
  @item.kind = Iro::OptionGet::KIND_GET_CHAINS
  authorize! :create, @item
  flag = @item.save
  if flag
    flash[:notice] = 'Created option_get.'
  else
    flash[:alert] = "Cannot create option_get: #{@item.errors.full_messages.join(', ')}."
  end
  redirect_to action: 'index', controller: 'ish_manager/iro_watches'
end

#max_pain ⇒ Object

Tda::Option.get_chain({ ticker: ‘GME’ })

SET GLOBAL sql_mode=(SELECT REPLACE(@@sql_mode,‘ONLY_FULL_GROUP_BY’,”)); SET sql_mode=(SELECT CONCAT(@@sql_mode,‘,ONLY_FULL_GROUP_BY’));



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# File 'app/controllers/ish_manager/iro_option_gets_controller.rb', line 41

def max_pain
  authorize! :max_pain, Iro::Iro
  @ticker         = params[:ticker]
  @expirationDate = ( params[:date].to_date + 15.hours ).to_time.to_i * 1000
  # puts! @expirationDate, '@expirationDate'
  @all_items      = {}

  sql = "   select t1.putCall, t1.symbol, t1.strikePrice, t1.openInterest, t1.created_at
  from iro_option_price_items t1
  join (
    select symbol, max(created_at) as c1
from iro_option_price_items
where expirationDate = #{@expirationDate} and ticker = '#{@ticker}'
group by symbol ) as t2
  on t1.symbol = t2.symbol and t1.created_at = t2.c1
  order by t1.strikePrice, t1.created_at desc;
 "

  results_array   = ActiveRecord::Base.connection.execute(sql)
  results_array.each do |_item|
    # puts! _item, '_item'
    item = {
      putCall:     _item[0],
      symbol:      _item[1],
      strikePrice: _item[2],
      oi:          _item[3],
      created_at:  _item[4],
    }
    @all_items[item[:strikePrice]] ||= {
      strike_price: item[:strikePrice],
      call_max_pain: 0,
      put_max_pain: 0,
    }
    if 'CALL' == item[:putCall]
      @all_items[item[:strikePrice]][:call_oi] = item[:oi]
    else
      @all_items[item[:strikePrice]][:put_oi] = item[:oi]
    end
  end

  @all_items.each_with_index do |_item, idx|
    strike_price = _item[0]
    item = _item[1]
    # break if idx > 3
    # puts! item, 'item'

    @all_items.each do |next_strike_price, next_item|
      if next_strike_price < strike_price
        if next_item[:call_oi] > 0
          @all_items[strike_price][:call_max_pain] += 100 * next_item[:call_oi] * (strike_price - next_strike_price)
        end
      end

      if next_strike_price > strike_price
        if next_item[:put_oi] > 0
          @all_items[strike_price][:put_max_pain] += 100 * next_item[:put_oi] * (next_strike_price - strike_price)
        end
      end
    end


  end

  # puts_sql = "select putCall, symbol, strikePrice, openInterest, created_at
  # from iro_option_price_items
  # where expirationDate = #{@expirationDate} and putCall = 'PUT' and ticker = '#{@ticker}'
  # group by putCall, symbol, strikePrice, openInterest, created_at
  # order by putCall, strikePrice, created_at desc;"
  # @puts_items = []
  # @puts_array = ActiveRecord::Base.connection.execute(puts_sql)
  # puts_subtotal = 0
  # @puts_array.each do |_item|
  #   item = {
  #     putCall:     _item[0],
  #     symbol:      _item[1],
  #     strikePrice: _item[2],
  #     oi:          _item[3],
  #     created_at:  _item[4],
  #   }
  #   item[:subtotal] = item[:strikePrice] * 100 * item[:oi]
  #   puts_subtotal = puts_subtotal + item[:subtotal]
  #   item[:total] = puts_subtotal
  #   puts! item, 'item'
  #   @puts_items.push( item )
  #   @all_items[item[:strikePrice]] ||= {
  #     subtotal: 0,
  #     strikePrice: item[:strikePrice],
  #   }
  #   @all_items[item[:strikePrice]][:puts_subtotal] = puts_subtotal
  #   @all_items[item[:strikePrice]][:puts_oi] = item[:oi]
  #   @all_items[item[:strikePrice]][:subtotal] = @all_items[item[:strikePrice]][:subtotal] + puts_subtotal
  # end


  render 'ish_manager/iro_watches/max_pain'
end